You can get salmon cuts from markets but fillets are more western. You can try cold storage or maybe Lee Frozen in Jalan Rotan, Kg.Attap. Depends on the quantity, you can actually ask the fish monger in the market to fillet instead of cutting into cutlets if you order the whole fish. A whole salmon usually weighs 4 kilos plus minus 300 gms. Those at the market are probably frozen ones and those serve in fine dining are usually air flown, so there's a distinct difference. The salmon head can be cooked in curry just like curry fish head.

PS/ I checked Lee's Frozen website and they have both chilled and frozen salmon. My guess is they have both fillet and cutlet. Give it a try.